-32.4%
SNDU vs IT
+7.7%
-40.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +0.3% |
| 7D | +26.6% | -9.1% | +35.7% | +9.6% |
| 30D | +86.8% | -12.2% | +98.9% | +56.7% |
| 3M | -32.4% | +7.8% | -40.2% | +12.3% |
| All | -32.4% | +7.7% | -40.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling